Bounds for the expected value of one-step processes
نویسندگان
چکیده
منابع مشابه
Bounds for the expected value of one-step processes
Mean-field models are often used to approximate Markov processes with large state-spaces. One-step processes, also known as birth-death processes, are an important class of such processes and are processes with state space {0, 1, . . . , N} and where each transition is of size one. We derive explicit bounds on the expected value of such a process, bracketing it between the mean-field model and ...
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ژورنال
عنوان ژورنال: Communications in Mathematical Sciences
سال: 2016
ISSN: 1539-6746,1945-0796
DOI: 10.4310/cms.2016.v14.n7.a6